Title :
Initializing Newton´s method for discrete-time algebraic Riccati equations using the butterfly SZ algorithm
Author :
Fassbender, H. ; Benner, Peter
Author_Institution :
Zentrum fur Technomath., Bremen Univ., Germany
Abstract :
The numerical solution of discrete-time algebraic Riccati equations is discussed. We propose to compute an approximate solution of the discrete-time algebraic Riccati equation by the (butterfly) SZ algorithm. This solution is then refined by a defect correction method based on Newton´s method. The resulting method is very efficient and produces highly accurate results
Keywords :
Newton method; Riccati equations; mathematics computing; matrix algebra; Newton method; SZ algorithm; defect correction; discrete-time algebraic Riccati equations; pencil; symplectic matrix; Control system synthesis; Cost function; Hydrogen; Mathematics; Newton method; Nonlinear equations; Performance analysis; Riccati equations; Roundoff errors; Symmetric matrices;
Conference_Titel :
Computer Aided Control System Design, 1999. Proceedings of the 1999 IEEE International Symposium on
Conference_Location :
Kohala Coast, HI
Print_ISBN :
0-7803-5500-8
DOI :
10.1109/CACSD.1999.808626
